Always? Don't recall him winning 2012 US Open or 2013 Wimbledon or the match that decided whether he should keep his #1 ranking. Those matches mattered.In WTF it was a very good win. However, at the masters it wasn't impressive. He won their match in Rome 2016 only to bring a terrible performance in RG final a few weeks later. Djokovic always ends up winning the matches that really matter.
Fact is that other than Federer and Nadal, Murray has been by far the most successful player against Djokovic besting him in no less than 8 big title matches: 2 Slams, 1 WTF and 5 Masters.